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Robust Techniques in Quantitative Finance

University of Oxford, 3-7 September 2018

[Logo-Oxford]

Since the seminal work of Knight, the distinction between risk and uncertainty has played a crucial role in Economics and Finance. Robust methods address the latter and, in the wake of the financial crisis, their importance has been increasingly appreciated. In particular, such questions and the corresponding mathematical techniques became one of the most active fields in Mathematical Finance.

The conference will bring together an interdisciplinary group of researches with interests in Financial Mathematics, Finance and Economics, with model uncertainty as the unifying theme. It promises to be an exciting meeting exploring the state-of-the-art, future directions and offering space and time for discussions and interactions.

This meeting follows in the footsteps of three previous meeting which we have organised in Oxford in 2010, 2016 and 2017. While the previous ones were two days focused workshops, this time we are organising a much larger and broader 5-day meeting. We hope you will join us!

Registration

Submission of papers is now open - please submit your work here! We look forward to receiving your submission which will be considered by the scientific committee. Young researchers may also use the form to apply for financial support. A successful submission generates a confirmation page and a confirmation email.

Please note that submission of papers is separate from conference registration, which will open in May 2018. There will be a conference fee of 100GBP which will include the conference dinner as well as lunches and coffee breaks. Reservation will also offer an option to purchase one of pre-booked B&B rooms located in the vicinity of the conference venue. These will be offered on a first come first served basis. Participants who will not be able to stay for the whole duration of the conference will be asked to make their own accommodation arrangements but we will provide a list of suggested hotels and B&Bs.

Plenary Speakers

Mathias Beiglboeck

Vienna University of Technology

Laurence Carassus

De Vinci Pole Universitaire and University of Reims

Rama Cont

Imperial College London

Fabio Maccheroni

Bocconi University

Marco Maggis

University of Milan

Marcel Nutz

Columbia University

Xiaolu Tan

University of Paris-Dauphine

Ruodu Wang

University of Waterloo

Program

Submission of papers is still open! Selection of papers is done by the scientific committee and we expect to start notifying the applicants by mid May 2018.

Scientific Committee

Beatrice Acciaio, Bruno Bouchard, Michael Kupper, Jan Obloj, Frank Riedel, Alexander Schied, Nizar Touzi

Venue

The meeting will be held in Mathematical Institute, University of Oxford which offers world class conference facilities in the heart of Oxford. We will have a conference dinner in one of Oxford's colleges and plan to organise a punting tour for the participants.

[Logo-StJohn'sCollege] [Mathematical-Institute] The workshop is hosted by the Mathematical Institute and is funded by the European Research Council under the European Union's Seventh Framework Programme (FP7/2007-2013) / ERC grant agreement no. 335421. We also acknowledge hospitality and support from St John's College.

The conference is organised by Gaoyue Guo (University of Oxford) and Jan Obloj (University of Oxford). Please feel free to contact us with any questions.